NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 101.24 100.24 -1.00 -1.0% 114.60
High 103.66 104.73 1.07 1.0% 115.50
Low 95.79 98.95 3.16 3.3% 95.79
Close 98.72 103.97 5.25 5.3% 98.72
Range 7.87 5.78 -2.09 -26.6% 19.71
ATR 3.45 3.63 0.18 5.3% 0.00
Volume 93,020 81,899 -11,121 -12.0% 231,209
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 119.89 117.71 107.15
R3 114.11 111.93 105.56
R2 108.33 108.33 105.03
R1 106.15 106.15 104.50 107.24
PP 102.55 102.55 102.55 103.10
S1 100.37 100.37 103.44 101.46
S2 96.77 96.77 102.91
S3 90.99 94.59 102.38
S4 85.21 88.81 100.79
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 162.47 150.30 109.56
R3 142.76 130.59 104.14
R2 123.05 123.05 102.33
R1 110.88 110.88 100.53 107.11
PP 103.34 103.34 103.34 101.45
S1 91.17 91.17 96.91 87.40
S2 83.63 83.63 95.11
S3 63.92 71.46 93.30
S4 44.21 51.75 87.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.97 95.79 18.18 17.5% 5.98 5.8% 45% False False 57,402
10 115.50 95.79 19.71 19.0% 4.18 4.0% 42% False False 45,955
20 115.50 95.79 19.71 19.0% 3.50 3.4% 42% False False 45,663
40 115.50 95.79 19.71 19.0% 2.86 2.8% 42% False False 41,894
60 115.50 95.75 19.75 19.0% 2.82 2.7% 42% False False 50,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.30
2.618 119.86
1.618 114.08
1.000 110.51
0.618 108.30
HIGH 104.73
0.618 102.52
0.500 101.84
0.382 101.16
LOW 98.95
0.618 95.38
1.000 93.17
1.618 89.60
2.618 83.82
4.250 74.39
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 103.26 103.68
PP 102.55 103.39
S1 101.84 103.11

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These figures are updated between 7pm and 10pm EST after a trading day.

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